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It isn’t an uncommon scenario. The obvious answer is to create an archive — a zip or tar file, maybe — and include a shell script that you have to tell the user to run after unpacking.
Windows users are spoiled. Linux users can create and run shell scripts too, with a little more effort. Run shell scripts in Linux If you want to create a script and run it in Ubuntu, a few extra ...
Then the second program will run, reading input from the same file. With Linux and most other modern operating systems, both programs will run together with the input of the second program ...